✦ LIBER ✦

Temporal aggregation and the estimation of the market price of risk

✍ Scribed by Gabriel A. Hawawini; Ashok Vora

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating the commodity market price of

✍ Sergey P. Kolos; Ehud I. Ronn 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 543 KB

Temporal aggregation and estimation of i

✍ Moheb Ghali 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 579 KB

Is the market price of risk infinite?

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Diverse Beliefs, Survival and the Market

✍ Timothy Cogley; Thomas J. Sargent 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 546 KB

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Martingale Restrictions and the Implied

✍ Calum G. Turvey; Sridar Komar 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 210 KB